Mid-session IV Report October 25, 2019

Mid-session IV Report October 25, 2019

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.​
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Options with increasing option implied volatility: AXSM BYND FL M JWN GPS LB SE KSS TPIC TACO CIEN BIDU IQ GME GEO TMUS PCG​
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Popular stocks with increasing unusual volume: BYND EIX FL M TGT BIDU IQ GME CIEN AIMT GEO TMUS ASHR PCG AMRN MNK FIT SNAP AAL IQ BYND CRM XLNX ​
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Amazon (AMZN) October weekly call option implied volatility is at 86, November is at 30; compared to its 52-week range of 20 to 55 after the release of quarter financial results. Call put ratio 1.1 calls to 1 put. ​
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PG&E Corp. (PCG) 30-day option implied volatility is at 170; compared to its 52-week range of 28 to 201 as shares sell off 24% on Northern California wild fires. Call put ratio 1 call to 1.2 puts. ​
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Akamai Technologies (AKAM) November weekly option implied volatility is at 55, November is at 37; compared to its 52-week range of 22 to 52 into the expected release of results after the bell on October 28. Call put ratio 4.2 calls to 1 put with focus on November 90 calls. ​

Alphabet (GOOGL) November weekly call option implied volatility is at 39, November is a 28; compared to its 52-week range of 17 to 41 into the expected release of results after the bell on October 28. ​

AT&T (T) November weekly call option implied volatility is at 37, November is at 27; compared to its 52-week range of 15 to 40 into the expected release of results before the bell on October 28. Call put ratio 2.7 calls to 1 put with focus on October weekly calls expiring today.​

Beyond Meat (BYND) November weekly option implied volatility is a 154, November is at 110; compared to its 20-week range of 50 to 141 into the expected release of results after the bell on October 28.​

Cooper Tire (CTB) November option implied volatility is a 43, December is at 35; compared to its 52-week range of 28 to 57 into the expected release of results before the bell on October 28.​

XPO Logistics (XPO) November option implied volatility is a 47, December is at 42; compared to its 52-week range of 37 to 112 into the expected release of results after the bell on October 28. Call put ratio 1 call to 10 puts with focus on November puts.​

Mattel (MAT) November weekly option implied volatility is at 84, November is at 64; compared to its 52-week range of 37 to 71 into the expected release of results after the bell on October 29.​

Merck (MRK) November weekly call option implied volatility is a 27, November is at 21, December is at 19; compared to its 52-week range of 14 to 30 into the expected release of results before the bell on October 29.​

General Motors (GM) November weekly call option implied volatility is a 39, November is at 30; compared to its 52-week range of 21 to 46 into the expected release of results on October 29. Call put ratio 1.2 calls to 1 put.​

Apple (AAPL) November weekly call option implied volatility is a 38, November is at 27; compared to its 52-week range of 19 to 46 into the expected release of results after the bell on October 30.​
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Facebook (FB) November weekly call option implied volatility is a 54, November is at 37; compared to its 52-week range of 22 to 53 into the expected release of results after the bell on October 30. Call put ratio 2.3 calls to 1 put. ​

Increasing unusual option volume: XNET AXU CSOD PRO INOV FLEX BJRI TXMD PVH BLUE VFC NOK AMAG AXU​
Increasing unusual call option volume: AXU TBF GT CARS FLEX INOV PVH BLUE TXMD GT FFIV AXU FTCH ILMN​
Increasing unusual put option volume: VFC FLSR BUD NOK BHR FLEX INOV PVH BLUE GT TXMD FFIV AXU FTCH ILMN ​
Options with decreasing option implied volatility: SNAP MSFT SKX SMSI GOSS IRBT TEVA ALGN TWTR SAVE XLNX CMG​
Active options October 25: AMZN TSLA INTC AAPL MSFT TWTR AMD MU BAC NOK NFLX PBR FB ROKU BABA T V VZ SNAP​
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